Morgan Stanley Call 142.5 GWRE 20.09.2024
/ DE000ME4ABR3
Morgan Stanley Call 142.5 GWRE 20.../ DE000ME4ABR3 /
02/08/2024 20:43:06 |
Chg.- |
Bid17:16:45 |
Ask17:16:45 |
Underlying |
Strike price |
Expiration date |
Option type |
1.22EUR |
- |
1.01 Bid Size: 12,500 |
1.23 Ask Size: 12,500 |
Guidewire Software I... |
142.50 USD |
20/09/2024 |
Call |
Master data
WKN: |
ME4ABR |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Guidewire Software Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
142.50 USD |
Maturity: |
20/09/2024 |
Issue date: |
28/11/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.64 |
Intrinsic value: |
0.13 |
Implied volatility: |
0.66 |
Historic volatility: |
0.29 |
Parity: |
0.13 |
Time value: |
1.19 |
Break-even: |
143.80 |
Moneyness: |
1.01 |
Premium: |
0.09 |
Premium p.a.: |
0.99 |
Spread abs.: |
0.10 |
Spread %: |
8.20% |
Delta: |
0.57 |
Theta: |
-0.14 |
Omega: |
5.70 |
Rho: |
0.08 |
Quote data
Open: |
1.38 |
High: |
1.38 |
Low: |
1.22 |
Previous Close: |
1.54 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.08% |
1 Month |
|
|
+54.43% |
3 Months |
|
|
+480.95% |
YTD |
|
|
+96.77% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.66 |
1.22 |
1M High / 1M Low: |
1.66 |
0.75 |
6M High / 6M Low: |
1.66 |
0.09 |
High (YTD): |
31/07/2024 |
1.66 |
Low (YTD): |
05/06/2024 |
0.09 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.48 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.08 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.58 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
161.38% |
Volatility 6M: |
|
671.24% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |